An exploration into Pigou's theory of cycles
Abstract
The roles of "news shocks" in dynamic general equilibrium models have been highlighted since Beaudry and Portier (2004). In this paper, we explain how to use "news-shock subroutine for Prof. Uhlig's toolkit." This subroutine can make to calculate the responses to news-shock easily. Users of the toolkit by Professor Harald Uhlig can do the news-shock experiments with this subroutine.(This abstract was borrowed from another version of this item.)
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Bibliographic Info
Article provided by Elsevier in its journal Journal of Monetary Economics.
Volume (Year): 51 (2004)
Issue (Month): 6 (September)
Pages: 1183-1216
Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/505566
Related research
Keywords:Other versions of this item:
- Beaudry, Paul & Portier, Franck, 2001. "An Exploration into Pigou's Theory of Cycles," CEPR Discussion Papers 2996, C.E.P.R. Discussion Papers.
- Kengo Nutahara, 2007. "Matlab code to replicate the Beaudry-Portier news shock model," QM&RBC Codes 170, Quantitative Macroeconomics & Real Business Cycles.
- Beaudry, Paul & Portier, Franck, 2004. "An Exploration into Pigou's Theory of Cycles," Open Access publications from University of Toulouse 1 Capitole http://neeo.univ-tlse1.fr, University of Toulouse 1 Capitole.
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- D58 - Microeconomics - - General Equilibrium and Disequilibrium - - - Computable and Other Applied General Equilibrium Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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As found by EconAcademics.org, the blog aggregator for Economics research:- The Quantitative Importance of News Shocks in Estimated DSGE Models
by Christian Zimmermann in NEP-DGE blog on 2009-10-06 15:53:14
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